//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Prognoseverfahren
Time series analysis
Markov chain
27
Markov-Kette
27
Estimation
12
Schätzung
12
Theorie
10
Theory
10
Volatility
10
Volatilität
10
ARCH-Modell
7
Oil price
6
Zeitreihenanalyse
6
Ölpreis
6
Börsenkurs
5
Capital income
5
Commodity derivative
5
Kapitaleinkommen
5
Rohstoffderivat
5
Share price
5
Welt
5
World
5
China
4
Forecasting model
4
Oil market
4
Ölmarkt
4
Aktienmarkt
3
Business cycle
3
Derivat
3
Derivative
3
Konjunktur
3
Markov switching
3
Markov-switching model
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
Business cycle synchronization
2
Causality analysis
2
Commodities
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Chang, Kuang-Liang
2
Ahmad, Wasim
1
Alemany, Nuria
1
Aragó, Vicent
1
Balcilar, Mehmet
1
Bekiros, Stelios
1
Chen, Carl R.
1
Chen, Nan-kuang
1
Chen, Shiu-sheng
1
Chou, Yu-Hsi
1
Chung, San-Lin
1
Gungor, Hasan
1
Guo, Feng
1
Hammoudeh, Shawkat
1
Ho, Kin-Yip
1
Huang, Ying
1
Hung, Mao-Wei
1
Lee, Chingnun
1
Li, Chao
1
Li, Tao
1
Liu, Wai-man
1
Qian, Lihua
1
Saini, Seema
1
Salvador, Enrique
1
Selover, David D.
1
Shen, Jiancheng
1
Shi, Yanlin
1
Wei, Tzu-Wen
1
Yeh, Chung-Ying
1
Yousefi, Hamed
1
Yuan, Chunming
1
Zeng, Qing
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
International journal of forecasting
36
Journal of econometrics
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of forecasting
30
Energy economics
27
Economic modelling
25
Discussion paper / Tinbergen Institute
23
Economics letters
20
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
CESifo working papers
13
Finance research letters
13
Working paper
13
Working papers
13
Journal of banking & finance
12
Applied economics letters
11
European journal of operational research : EJOR
11
International review of financial analysis
11
Macroeconomic dynamics
11
Quantitative finance
11
Computational economics
9
Econometric reviews
9
International journal of finance & economics : IJFE
9
Journal of applied econometrics
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Econometric theory
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
CAMA working paper series
7
Econometric Institute research papers
7
International Journal of Energy Economics and Policy : IJEEP
7
Research in international business and finance
7
Working paper series / European Central Bank
7
CORE discussion papers : DP
6
CREATES research paper
6
Discussion paper / Centre for Economic Policy Research
6
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
2
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
3
An ocean apart? : the effects of US business cycles on Chinese business cycles
Shen, Jiancheng
;
Selover, David D.
;
Li, Chao
;
Yousefi, Hamed
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 677-698
Persistent link: https://www.econbiz.de/10013545854
Saved in:
4
Understanding the credit cycle and business cycle dynamics in India
Saini, Seema
;
Ahmad, Wasim
;
Bekiros, Stelios
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776
Saved in:
5
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
6
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
7
Further evidence on bear market predictability : the role of the external finance premium
Chen, Nan-kuang
;
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 106-121
Persistent link: https://www.econbiz.de/10011754115
Saved in:
8
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
9
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->